Accession Number : ADA190563
Title : Markov Processes Applied to Control, Replacement, and Signal Analysis.
Descriptive Note : Final technical rept. 1 Jun 82-31 Jul 87,
Corporate Author : NORTHWESTERN UNIV EVANSTON IL
Personal Author(s) : Pinsky, Mark A
PDF Url : ADA190563
Report Date : 30 Sep 1987
Pagination or Media Count : 5
Abstract : The top Lyapunov exponent of a system of stochastic differential equations was investigated. Brownian motion paths on a Riemannian manifold were discussed and several theoretical results were obtained. A new asymptotic formula for the volume of a small extrinsic ball in a submanifold was obtained. Finally, an invariance principle for Lie groups was obtained.
Descriptors : *BROWNIAN MOTION, *DIFFERENTIAL EQUATIONS, *LIE GROUPS, *MARKOV PROCESSES, *STOCHASTIC PROCESSES, INVARIANCE, LYAPUNOV FUNCTIONS, PATHS, SIGNALS
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE